NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 96.14 96.70 0.56 0.6% 96.40
High 97.17 97.37 0.20 0.2% 99.15
Low 95.35 96.52 1.17 1.2% 95.76
Close 96.85 97.19 0.34 0.4% 96.92
Range 1.82 0.85 -0.97 -53.3% 3.39
ATR 1.53 1.48 -0.05 -3.2% 0.00
Volume 11,627 17,069 5,442 46.8% 92,513
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 99.58 99.23 97.66
R3 98.73 98.38 97.42
R2 97.88 97.88 97.35
R1 97.53 97.53 97.27 97.71
PP 97.03 97.03 97.03 97.11
S1 96.68 96.68 97.11 96.86
S2 96.18 96.18 97.03
S3 95.33 95.83 96.96
S4 94.48 94.98 96.72
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 107.45 105.57 98.78
R3 104.06 102.18 97.85
R2 100.67 100.67 97.54
R1 98.79 98.79 97.23 99.73
PP 97.28 97.28 97.28 97.75
S1 95.40 95.40 96.61 96.34
S2 93.89 93.89 96.30
S3 90.50 92.01 95.99
S4 87.11 88.62 95.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.15 95.35 3.80 3.9% 1.53 1.6% 48% False False 14,445
10 99.15 93.40 5.75 5.9% 1.55 1.6% 66% False False 17,844
20 99.15 91.88 7.27 7.5% 1.42 1.5% 73% False False 13,797
40 99.15 89.80 9.35 9.6% 1.36 1.4% 79% False False 9,860
60 99.15 83.43 15.72 16.2% 1.27 1.3% 88% False False 7,801
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 100.98
2.618 99.60
1.618 98.75
1.000 98.22
0.618 97.90
HIGH 97.37
0.618 97.05
0.500 96.95
0.382 96.84
LOW 96.52
0.618 95.99
1.000 95.67
1.618 95.14
2.618 94.29
4.250 92.91
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 97.11 96.94
PP 97.03 96.69
S1 96.95 96.45

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These figures are updated between 7pm and 10pm EST after a trading day.

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